The title, "The Fairest Show Means Most Deceit", comes from lines spoken by Cleon in Pericles, Act I Scene IV.
Lu's line, "Methinks he doth protest too much", is a misquotation of Queen Gertrude's line in Hamlet - "The lady doth protest too much, methinks" (Act III, Scene II).
Frank Hathaway's final line about being a good dancer may be a jokey reference to Mark Benton finishing 7th on Strictly Come Dancing in 2013.